+74.5%
META vs NTRS
+88.7%
-14.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | +10.3% | +0.9% | +9.4% | +9.8% |
| 30D | +9.9% | -1.2% | +11.1% | +10.5% |
| 3M | +11.9% | +8.8% | +3.2% | +7.0% |
| 6M | +1.2% | +34.7% | -33.5% | -13.6% |
| YTD | -0.8% | +37.2% | -38.0% | -16.2% |
| 1Y | -14.3% | +46.3% | -60.7% | -30.2% |
| 3Y | +121.4% | +163.2% | -41.9% | +28.7% |
| 5Y | +74.5% | +86.9% | -12.5% | +23.1% |
| All | +74.5% | +88.7% | -14.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling